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Open Feature request MC-763

Saving real-time data

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Description

From my observations, Multicharts overwrites Interactive Brokers real-time data when "download missing historical data" is on. Support has asked me to open a ticket in the PM group.
1. From my tests, the real-time data and the backfill data back test differently.
2. It creates in my opinion needless backfills that lead to pacing violations.
3. I believe keeping the real-time data is the industry practice. I can provide other vendor's charts to show that.

Steps to reproduce this issue

IB datafeed does not provide realtime minute data.
In MultiCharts realtime minutes are built from ticks.
They are not saved to the database because the bar can be different from the actual historical minute bar.
But IB provides historical minute data.
So MultiCharts requests the minute data from IB server next time you request this information.
That is why the exported data is slightly different.
Export1 is realtime data built from ticks.
Export2 is the historical minute data from IB server.

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History
Issue basics
  • Type of issue
    Feature request
  • Category
    Not determined
  • Targeted for
    Not determined
  • Status
    Under Review
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (3)
People involved
  • Posted by
    user-offline.png  tcc12345
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  • Subscribers
    2 subscriber(s)
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Times and dates
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Issue details
  • Resolution
    Not determined
  • Severity
    Critical
Commits (0)
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